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Recent accounts of problematic electronic gaming machine (EGM) gambling have suggested attentional pathology among at-risk players. A putative slot machine zone is characterized by an intense immersion during game play, causing a neglect of outside events and competing goals. Prior studies of EGM immersion have relied heavily upon retrospective self-report scales. Here, the authors attempt to identify behavioral and psychophysiological correlates of the immersion experience. In samples of undergraduate students and experienced EGM users from the community, they tested 2 potential behavioral measures of immersion during EGM use: peripheral target detection and probe-caught mind wandering. During the EGM play sessions, electrocardiogram data were collected for analysis of respiratory sinus arrhythmia (RSA), a measure of calming self-regulation governed by the parasympathetic nervous system. Subjective measures of immersion during the EGM play session were consistently related to risk of problem gambling. Problem gambling score, in turn, significantly predicted decrements in peripheral target detection among experienced EGM users. Both samples showed robust RSA decreases during EGM play, indicating parasympathetic withdrawal, but neither immersion nor gambling risk were related to this change. This study identifies peripheral attention as a candidate for quantifying game immersion and its links with risk of problem gambling, with implications for responsible gambling interventions at both the game and venue levels.